4 pages, 1 article*Moments of the Absorption Time in a Finite Markov Chain* (Robson, D. S.) 4 page
In this paper, we compute the absorbing time Tn of a n-dimensional discrete time Markov chain made o...
International audienceIn this paper we study the flux through a finite Markov chain of a quantity, t...
To study finite Markov chains, we begin with the theory of order relations to classify states and ch...
International audienceIn this paper, we compute the absorbing time Tn of a n-dimensional discrete ti...
Based upon the Grassman, Taksar and Heyman algorithm [1] and the equivalent Sheskin State Reduction ...
AbstractMaier, R.S., Phase-type distributions and the structure of finite Markov chains, Journal of ...
This paper gives a stochastic representation in spectral terms for the absorption time T of a finite...
The article discusses the use Markov chains to research models that reflect the essential properties...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We consider a Markov chain on a finite state space and obtain an expression of the joint distributio...
Mixing and hitting times are fundamental parameters of a Markov chain. In this mini-course I will di...
This note considers continuous-time Markov chains whose state space consists of an irreducible class...
AbstractA measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete ti...
This issue was undated. The date given is an estimate.18 pages, 1 article*Quasi-Stationary Distribut...
AbstractIn an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains,...
In this paper, we compute the absorbing time Tn of a n-dimensional discrete time Markov chain made o...
International audienceIn this paper we study the flux through a finite Markov chain of a quantity, t...
To study finite Markov chains, we begin with the theory of order relations to classify states and ch...
International audienceIn this paper, we compute the absorbing time Tn of a n-dimensional discrete ti...
Based upon the Grassman, Taksar and Heyman algorithm [1] and the equivalent Sheskin State Reduction ...
AbstractMaier, R.S., Phase-type distributions and the structure of finite Markov chains, Journal of ...
This paper gives a stochastic representation in spectral terms for the absorption time T of a finite...
The article discusses the use Markov chains to research models that reflect the essential properties...
While the distribution of the absorption time of a Brownian motion starting in a fixed point between...
We consider a Markov chain on a finite state space and obtain an expression of the joint distributio...
Mixing and hitting times are fundamental parameters of a Markov chain. In this mini-course I will di...
This note considers continuous-time Markov chains whose state space consists of an irreducible class...
AbstractA measure of the “mixing time” or “time to stationarity” in a finite irreducible discrete ti...
This issue was undated. The date given is an estimate.18 pages, 1 article*Quasi-Stationary Distribut...
AbstractIn an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains,...
In this paper, we compute the absorbing time Tn of a n-dimensional discrete time Markov chain made o...
International audienceIn this paper we study the flux through a finite Markov chain of a quantity, t...
To study finite Markov chains, we begin with the theory of order relations to classify states and ch...